Sur certaines martingales de Benoit Mandelbrot
From MaRDI portal
Publication:1234957
DOI10.1016/0001-8708(76)90151-1zbMath0349.60051OpenAlexW1964486846MaRDI QIDQ1234957
Jacques Peyrière, Jean-Pierre Kahane
Publication date: 1976
Published in: Advances in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0001-8708(76)90151-1
Related Items
Exact packing measure on a Galton-Watson tree, A note on branching Lévy processes, Fractal percolation is unrectifiable, The near-critical Gibbs measure of the branching random walk, Connectivity properties of Mandelbrot's percolation process, Branching random walk with trapping zones, Nonparametric reconstruction of a multifractal function from noisy data, Subcritical multiplicative chaos for regularized counting statistics from random matrix theory, Continuous cascade models for asset returns, Mathematical problems and games, Absolute continuity of one-sided random translations, Efficient approximation of branching random walk Gibbs measures, Seneta-Heyde norming in the branching random walk, Directed polymers in random environment are diffusive at weak disorder, The exact Hausdorff dimension of a branching set, Inversion formula for continuous multifractals, On the length of the shortest crossing in the super-critical phase of Mandelbrot's percolation process, Intersection-equivalence of Brownian paths and certain branching processes, Scaling exponents and multifractal dimensions for independent random cascades, Gaussian multiplicative chaos and KPZ duality, The endpoint distribution of directed polymers, Multifractal analysis of infinite products of stationary jump processes, Weighted moments for the limit of a normalized supercritical Galton-Watson process, Regular variation of fixed points of the smoothing transform, Small deviations in lognormal Mandelbrot cascades, Higher moments for random multiplicative measures, Critical Mandelbrot cascades, Basic properties of critical lognormal multiplicative chaos, A class of multifractal processes constructed using an embedded branching process, Hausdorff and packing spectra, large deviations, and free energy for branching random walks in \({\mathbb{R}^d}\), Almost sure convergence for stochastically biased random walks on trees, Projections of planar Mandelbrot random measures, Smoothing equations for large Pólya urns, Second order properties of distribution tails and estimation of tail exponents in random difference equations, Random conformal weldings, Asymptotics for the survival probability in a killed branching random walk, On Markov-Mandelbrot martingales, Pólya tree posterior distributions on densities, The graph and range singularity spectra of \(b\)-adic independent cascade functions, Limiting laws of supercritical branching random walks, On generalized multiplicative cascades, Implicit renewal theorem for trees with general weights, The strong Malthusian behavior of growth-fragmentation processes, Total progeny in killed branching random walk, Multifractal analysis in a mixed asymptotic framework, Multiperiodic multifractal martingale measures., On the estimation of the large deviations spectrum, Critical Gaussian multiplicative chaos: convergence of the derivative martingale, Weak convergence for the minimal position in a branching random walk: a simple proof, Negative moments for Gaussian multiplicative chaos on fractal sets, Gaussian multiplicative chaos and applications: a review, Harmonic moments, large and moderate deviation principles for Mandelbrot's cascade in a random environment, Exact asymptotics of the freezing transition of a logarithmically correlated random energy model, \(L^p\)-variations for multifractal fractional random walks, On the multifractal analysis of branching random walk on Galton-Watson tree with random metric, Nonlinear spectral analysis of flow through multifractal porous media, Dimension result and KPZ formula for two-dimensional multiplicative cascade processes, On the multifractal analysis of the branching random walk in \(\mathbb R^d\), On exact scaling log-infinitely divisible cascades, Maximal displacement of a branching random walk in time-inhomogeneous environment, Porosities of Mandelbrot percolation, Inverse measures, the inversion formula, and discontinuous multifractals, Critical Gaussian chaos: convergence and uniqueness in the derivative normalisation, Limit theorems for multiplicative cascades in a random environment, Large deviations for multiplicative chaos, On a symmetry of turbulence, Directed polymers on hierarchical lattices with site disorder, The glassy phase of complex branching Brownian motion, Asymptotic properties and absolute continuity of laws stable by random weighted mean., Dimensions of supercritical branching processes in varying environments, Multifractal analysis of complex random cascades, Analytical and numerical solutions of a one-dimensional fractional-in-space diffusion equation in a composite medium, Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment, Fractional multiplicative processes, Large deviations for the local fluctuations of random walks, Uniform convergence for complex [0,1-martingales], Convergence of complex multiplicative cascades, 1-stable fluctuations in branching Brownian motion at critical temperature. I: The derivative martingale, High values of disorder-generated multifractals and logarithmically correlated processes, Diffusion on multifractals, How much can the eigenvalues of a random Hermitian matrix fluctuate?, Noncommutative probability and multiplicative cascades, Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in a random environment, On the derivative martingale in a branching random walk, Anomalous spreading in reducible multitype branching Brownian motion, Confidence intervals for the scaling function of multifractal random walks, KPZ in one dimensional random geometry of multiplicative cascades, Corrigendum to D. Simpelaere: Multifractal decomposition of the Sierpinski carpet., Convergence of complex martingale for a branching random walk in a time random environment, Local fluctuations of critical Mandelbrot cascades, Total number of births on the negative half-line of the binary branching Brownian motion in the boundary case, Limit theorems for Mandelbrot's multiplicative cascades., Maximum of branching Brownian motion in a periodic environment, Statistical estimation for multiplicative cascades., Intermittent process analysis with scattering moments, Difference based estimators and infill statistics, A simple method to find all solutions to the functional equation of the smoothing transform, A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process, Inside singularity sets of random Gibbs measures, Multifractal decomposition of the Sierpiński carpet., Solutions to complex smoothing equations, On Max-Multiscaling Distributions as Extended Max-Semistable Ones, Fractional Generalized Random Fields of Variable Order, On the multifractal analysis of a non-standard branching random walk, Implicit Renewal Theory and Power Tails on Trees, Stationary random metrics on hierarchical graphs via \((\min,+)\)-type recursive distributional equations, Extreme values and fat tails of multifractal fluctuations, Critical Liouville measure as a limit of subcritical measures, Unnamed Item, The fixed points of the multivariate smoothing transform, The Weighted Branching Process, The singularity spectrum of Lévy processes in multifractal time, Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model, Dynamics of Mandelbrot cascades, Exact dimensionality and projections of random self-similar measures and sets, Multifractal formalisms: Boxed versus centered intervals, Towards zeta functions and complex dimensions of multifractals, The intermediate disorder regime for a directed polymer model on a hierarchical lattice, Dimensions of random statistically self-affine Sierpinski sponges in \(\mathbb{R}^k\), Large and moderate deviations for a -valued branching random walk with a random environment in time, On multidimensional Mandelbrot cascades, Dimension de Hausdorff de certains fractals aléatoires, Convergence of martingale and moderate deviations for a branching random walk with a random environment in time, A general decomposition theory for random cascades, Measure theoretic entropy of random substitution subshifts, Trigonometric multiplicative chaos and applications to random distributions, Infinitely ramified point measures and branching Lévy processes, The multifractal nature of heterogeneous sums of Dirac masses, On the exact dimension of Mandelbrot measure, Berry-Esseen bound and Cramér moderate deviation expansion for a supercritical branching random walk, Diffusions of multiplicative cascades, Box-counting dimension in one-dimensional random geometry of multiplicative cascades, Self-Similar Sets: Projections, Sections and Percolation, Moments, large and moderate deviations for branching random walks with immigration in random environments, Asymptotic of the maximal displacement in a branching random walk, A cascade decomposition theory with applications to Markov and exchangeable cascades, Unnamed Item, Heavy tailed solutions of multivariate smoothing transforms, Estimating the scaling function of multifractal measures and multifractal random walks using ratios, Unnamed Item, Hausdorff and packing dimensions of Mandelbrot measure, Levy multiplicative chaos and star scale invariant random measures, A MODIFIED DOUBLE TRACE MOMENT METHOD OF MULTIFRACTAL ANALYSIS, Product formalisms for measures on spaces with binary tree structures: representation, visualization, and multiscale noise, The Seneta-Heyde scaling for the branching random walk, A uniform dimension result for two-dimensional fractional multiplicative processes, On the support of the simple branching random walk, NEW INSIGHTS INTO THE ESTIMATION OF SCALING EXPONENTS, LARGE DEVIATIONS OF MULTIFRACTAL MEASURES, SCALING OF MULTIFRACTAL MEASURES UNDER AFFINE TRANSFORMATIONS, Log-normal continuous cascade model of asset returns: aggregation properties and estimation, Directed polymers on a disordered tree with a defect subtree, Spatially independent martingales, intersections, and applications, Limsup deviations on trees, Convergence of two-dimensional branching recursions, Different aspects of a random fragmentation model, Convergence of the Structure Function of a Multifractal Random Walk in a Mixed Asymptotic Setting, The multifractal nature of turbulent energy dissipation, On a functional equation generalizing the class of semistable distributions, A probabilistic analysis of some tree algorithms, Turbulent cascades: Limitations and a statistical test of the lognormal hypothesis, A singular random measure generated by splitting [0, 1], MULTIFRACTAL STRUCTURE OF NON-COMPACTLY SUPPORTED INFINITE MEASURES, Moments for multidimensional Mandelbrot cascades, Generalized potlatch and smoothing processes, Random cascades on wavelet dyadic trees, Minimal supporting subtrees for the free energy of polymers on disordered trees, On the multifractal analysis of the covering number on the Galton–Watson tree, An Introduction to Mandelbrot Cascades, Symmetric fixed points of a smoothing transformation, KPZ formula derived from Liouville heat kernel, Transfinite multifractal dimension spectrums, Tree Polymers in the Infinite Volume Limit at Critical Strong Disorder, Exact dimensionality and projection properties of Gaussian multiplicative chaos measures, Stochastic fixed-point equations, Marginal Distribution of Stationary Multifractal Measures and Their Haar Wavelet Coefficients, $N$-Branching Random Walk with $\alpha$-Stable Spine, Wavelet series built using multifractal measures, Fixed points of the smoothing transformation, Independent random cascades on Galton-Watson trees, A class of multifractal semi-stable processes including Lévy subordinators and Mandelbrot multiplicative cascades, Fixed points with finite variance of a smoothing transformation., Combining multifractal additive and multiplicative chaos, Renewal of singularity sets of random self-similar measures, On the Restriction of Laplace–Beltrami Eigenfunctions and Cantor-Type Sets, The Geometry of Fractal Percolation
Cites Work
